+367.0%
USFD vs ALLY
+182.4%
+184.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -0.2% | -2.8% | +2.6% | +1.3% |
| 30D | +12.3% | +1.9% | +10.4% | +11.3% |
| 3M | -0.7% | -12.1% | +11.4% | +6.0% |
| 6M | +31.3% | -9.0% | +40.3% | +36.5% |
| YTD | +45.7% | -12.9% | +58.6% | +53.4% |
| 1Y | +52.1% | -0.1% | +52.2% | +48.2% |
| 3Y | +158.2% | +64.6% | +93.6% | +73.9% |
| 5Y | +213.8% | -10.1% | +223.8% | +189.2% |
| 10Y | +367.0% | +176.7% | +190.3% | +112.9% |
| All | +367.0% | +182.4% | +184.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling